Europe lax on RWA calculations, says Bair

Michael Watt
24 Jun 2011

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Sheila Bair, departing chairman of the Federal Deposit Insurance Corporation (FDIC), has added her voice to concerns that Europe and the US may be diverging in their calculation of risk-weighted assets (RWA), a process that is a fundamental building block of the Basel regulatory capital framework.

"We are worried about differences in RWA calculation," said Bair in an interview with Risk. "The risk weightings are highly variable in Europe and have led to continuing declines in capital levels

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